I haven't seen box sets in leading Video Stores but you can see them all through out the pirated community.
Just finished watching the first season when I watched it on HBO I thought it was boring but when I watched the dvd version with all the vulgar and swear words whoa now that is a good show. Also the main characters are based on actual people that lived in Deadwood. Like Wild Bill Hickock, Calamity Jane, Seth Bullock, Sol Star and Al Swearengen.